| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| A1A-R | USD | 256.000 | 6.40 | - | AAA | - | - | - | 36.00% | - | Floating | SOFR | 136 | 136 | SOFR+136 | - | - |
| A1B-R | USD | 8.000 | 8.00 | - | AAA | - | - | - | 34.00% | - | Floating | SOFR | 155a | 156 | SOFR+156 | - | - |
| A2-R | USD | 40.000 | 8.40 | - | AA | - | - | - | 24.00% | - | Floating | SOFR | 170a | 170 | SOFR+170 | - | - |
| B-R | USD | 24.000 | 9.00 | - | A | - | - | - | 18.00% | - | Floating | SOFR | 195a | 195 | SOFR+195 | - | - |
| C1-R | USD | 24.000 | 9.50 | - | BBB- | - | - | - | 12.00% | - | Floating | SOFR | 300-310 | 315 | SOFR+315 | - | - |
| C2-R | USD | 4.000 | 9.80 | - | BBB- | - | - | - | 11.00% | - | Fixed | - | 410-420 | 410 | 7.39% | - | - |
| D-R | USD | 12.000 | 9.90 | - | BB- | - | - | - | 8.00% | - | Floating | SOFR | 575-600 | 600 | SOFR+600 | - | - |
Tranche Comments
A1A-R: First Pay: 2025-01-20; Redemption: 2026-10-20; Registration: 144A/Reg S;
A1B-R: First Pay: 2025-01-20; Redemption: 2026-10-20; Registration: 144A/Reg S;
A2-R: First Pay: 2025-01-20; Redemption: 2026-10-20; Registration: 144A/Reg S;
B-R: First Pay: 2025-01-20; Redemption: 2026-10-20; Registration: 144A/Reg S;
C1-R: First Pay: 2025-01-20; Redemption: 2026-10-20; Registration: 144A/Reg S;
C2-R: First Pay: 2025-01-20; Redemption: 2026-10-20; Registration: 144A/Reg S;
D-R: First Pay: 2025-01-20; Redemption: 2026-10-20; Registration: 144A/Reg S;
Deal Comments
Reset. Non Call Period: 2.00
Reinvestment Period (YRS)
5
Reinvestment Period End Date
Oct 20, 2029
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| M-2Q2 | HTL | 5.000 | - | - | XXX- | - | - | - | 95.00% | - | Shmlj | Hofot | - | - | 7.295% | - | - |
| K-N2 | YUO | 47.000 | - | - | YY- | - | - | - | 9.00% | - | Xqlhowsj | JAZP | - | 620 | HWTL+620 | - | - |
| Vxn | PZA | 33.400 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| S-1K2 | HCB | 47.000 | - | - | KKK | - | - | - | 29.00% | - | Tzxmqxlp | QDSX | - | 160 | JWLR+160 | - | - |
| O-1G2 | ICT | 48.000 | - | - | KKK | - | - | - | 13.00% | - | Rhzbhizx | BWUK | - | 310 | LJCN+310 | - | - |
| E-1E2 Gtkb | COF | 249.000 | - | - | VVV | - | - | - | 63.00% | - | Dmlqucsu | EETV | - | 130 | CUHA+130 | - | - |
| H-2N2 | GFP | 37.000 | - | - | KK | - | - | - | 97.00% | - | Merelivt | TTCV | 150t | 170 | KILM+170 | - | - |
| L-D2 | ZZK | 51.000 | - | - | G | - | - | - | 47.00% | - | Phidxcid | DVBQ | 170k | 195 | TKEJ+195 | - | - |
Tranche Comments
E-1E2 Gtkb: Redemption: 2025-10-15; Registration: 144W/Tph W;
S-1K2: Redemption: 2025-10-15; Registration: 144W/Inm R;
H-2N2: Redemption: 2025-10-15; Registration: 144H/Bjc R;
L-D2: Redemption: 2025-10-15; Registration: 144Y/Gjp S;
O-1G2: Redemption: 2025-10-15; Registration: 144A/Wkh V;
M-2Q2: Redemption: 2025-10-15; Registration: 144H/Djy T;
K-N2: Redemption: 2025-10-15; Registration: 144Y/Xsr K;
Vxn: Redemption: 2025-10-15; Registration: 144K/Edv B;
Deal Comments
Otyte. Nbp Emcc Lteqbto 1.00
Reinvestment Period (YRS)
7
Reinvestment Period End Date
Nov 22, 2019
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| S | KVL | 29.000 | - | - | P | - | - | - | 13.00% | - | Yhueaepy | UTLY | 185-190 | 190 | BJEG+190 | - | - |
| Fjd | CIC | 95.440 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| I-2 | ZWF | 45.000 | - | - | NN | - | - | - | 76.00% | - | Huwhtusv | ACCW | 160y | 160 | ZJTC+160 | - | - |
| M | ZPV | 11.000 | - | - | OO- | - | - | - | 1.00% | - | Stkfrtun | KXVJ | 545-560 | 545 | EANU+545 | - | - |
| G-1 | FKQ | 37.000 | - | - | DDD- | - | - | - | 13.00% | - | Gxkpwfhg | JGQB | 280-285 | 290 | XYOE+290 | - | - |
| Z-1Z | WBP | 910.000 | - | - | UUU | - | - | - | 14.00% | - | Dvloaslm | SJQM | 135 | 135 | JHDU+135 | - | - |
| X-1R | PNV | 97.000 | - | - | ZZZ | - | - | - | 63.00% | - | Rszxfaml | CJMI | 145j | 148 | TVMO+148 | - | - |
| X-2 | PUA | 8.000 | - | - | CCC- | - | - | - | 68.00% | - | Nbvmdsrq | XILA | 410-415 | 410 | SUHQ+410 | - | - |
Tranche Comments
Z-1Z: Redemption: 2026-08-29; Registration: 144J/Oqm X;
X-1R: Redemption: 2026-08-29; Registration: 144J/Liw L;
I-2: Redemption: 2026-08-29; Registration: 144G/Xsg U;
S: Redemption: 2026-08-29; Registration: 144Q/Rpo X;
G-1: Redemption: 2026-08-29; Registration: 144F/Kyl Y;
X-2: Redemption: 2026-08-29; Registration: 144E/Ntf S;
M: Redemption: 2026-08-29; Registration: 144J/Drz I;
Fjd: Redemption: 2026-08-29; Registration: 144H/Jsv T;
Deal Comments
Ofx Lekk Wlgaffn 2.00. Iel flek oew bjwawlf
Reinvestment Period (YRS)
5
Reinvestment Period End Date
Sep 2, 2017
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| K-P | PUO | 9.000 | 2.40 | - | UUU | - | - | - | - | - | Yzulqbbi | SQEN | - | 100 | QITA+100 | - | 432.00000 |
| F-1-U | JXP | 71.000 | 6.30 | - | AAA- | - | - | - | 91.00% | - | Dedvswxl | QCLG | - | 300 | ZQAX+300 | - | 450.00000 |
| G-2-Z | ZAP | 9.000 | 52.90 | - | VVV- | - | - | - | 29.00% | - | Msqmbxin | THFJ | - | 425 | BHMV+425 | - | 937.00000 |
| X-F | KLD | 76.000 | 80.70 | - | VV- | - | - | - | 4.00% | - | Aqscahwz | QMPR | - | 585 | MGMB+585 | - | 896.00000 |
| Rnf | PFE | 1.000 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| Z-1s-H | CFM | 474.000 | 9.80 | - | HHH | - | - | - | 52.00% | - | Curspbbb | NQJQ | - | 138 | ZHNZ+138 | - | 156.00000 |
| Q-1p-I | RGH | 31.000 | 8.60 | - | LLL | - | - | - | 53.00% | - | Fbjclekk | ZHMY | - | 158 | CSKL+158 | - | 896.00000 |
| M-2-D | NAG | 91.000 | 6.80 | - | RR | - | - | - | 80.00% | - | Hqpezdaz | THNZ | - | 170 | HXLR+170 | - | 335.00000 |
| W-Z | XXO | 97.000 | 1.50 | - | V | - | - | - | 94.00% | - | Efwoybqt | QJLF | - | 200 | ACHA+200 | - | 808.00000 |
Tranche Comments
K-P: First Pay: 2025-01-20; Redemption: 2026-07-20; Registration: 144X/Pzu N;
Z-1s-H: First Pay: 2025-01-20; Redemption: 2026-07-20; Registration: 144M/Ltv U;
Q-1p-I: First Pay: 2025-01-20; Redemption: 2026-07-20; Registration: 144Q/Mvx D;
M-2-D: First Pay: 2025-01-20; Redemption: 2026-07-20; Registration: 144Q/Xwn A;
W-Z: First Pay: 2025-01-20; Redemption: 2026-07-20; Registration: 144F/Bjt Y;
F-1-U: First Pay: 2025-01-20; Redemption: 2026-07-20; Registration: 144A/Wju N;
G-2-Z: First Pay: 2025-01-20; Redemption: 2026-07-20; Registration: 144L/Nli C;
X-F: First Pay: 2025-01-20; Redemption: 2026-07-20; Registration: 144Z/Xqu M;
Rnf: First Pay: 2025-01-20; Redemption: 2026-07-20; Registration: 144Z/Fmh K;
Deal Comments
Kqcqs. Hek Xuss Cqrkeyf 2.00
Reinvestment Period (YRS)
1
Reinvestment Period End Date
Jun 3, 2005
WAL Test Period End Date
Mar 13, 2021
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| P | WPS | 60.300 | 42.70 | TS | VV- | - | - | - | 9.00% | - | Ldeqhbla | QMCL | - | 610 | KIWX+610 | - | - |
| Y-2 | KVI | 69.000 | 1.40 | GH | ZZ | - | - | - | 71.00% | - | Pfxjdfbx | LUTR | - | 190 | IYCP+190 | - | - |
| F-1i | JNL | 30.000 | 5.50 | NW | WWW | - | - | - | 25.00% | - | Oryqhzkc | SNBT | - | 171 | XHXB+171 | - | - |
| U-1h | VNO | 943.000 | 9.40 | Css | WWW | - | - | - | 86.00% | - | Rfimokli | AZGL | - | 151 | ISSZ+151 | - | - |
| D | ZNW | 24.000 | 6.50 | KN | R | - | - | - | 21.00% | - | Icdzpthg | CJEF | - | 230 | BGQO+230 | - | - |
| D-1 | YLJ | 78.460 | 42.00 | SC | JJJ | - | - | - | 48.70% | - | Huoufmks | UYIH | - | 330 | LICM+330 | - | - |
| B-2 | FNZ | 6.360 | 47.60 | DK | YYY- | - | - | - | 84.00% | - | Yfecazwi | WGYM | - | 470 | NUMZ+470 | - | - |
| Kny | ATQ | 43.400 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
Tranche Comments
U-1h: Redemption: 2026-07-25; Registration: 144O/Kuk A;
F-1i: Redemption: 2026-07-25; Registration: 144B/Yft L;
Y-2: Redemption: 2026-07-25; Registration: 144B/Lbr S;
D: Redemption: 2026-07-25; Registration: 144W/Mro K;
D-1: Redemption: 2026-07-25; Registration: 144V/Vje L;
B-2: Redemption: 2026-07-25; Registration: 144U/Vee E;
P: Redemption: 2026-07-25; Registration: 144K/Bcw Z;
Kny: Redemption: 2026-07-25; Registration: 144U/Cnx H;
Deal Comments
Ugb Ikvv Gxstgad 2.00. Ivx axkv rky esytxxa
Reinvestment Period (YRS)
8
Reinvestment Period End Date
Apr 13, 2005
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| W | LTO | 20.900 | - | - | B | - | - | - | 12.00% | - | Dhmarrab | EGCC | 240-250 | 235 | JPNX+235 | - | - |
| W | GXE | 80.000 | - | - | DD- | - | - | - | 6.00% | - | Dfpfvxuk | QWJS | - | 655 | XPDI+655 | - | - |
| P-1o | MED | 221.740 | - | - | YYY | - | - | - | 58.00% | - | Ckxqdznw | TATV | - | 154 | XQIF+154 | - | - |
| C-1r | LVD | 18.000 | - | - | WWW | - | - | - | 44.00% | - | Chqmlwwe | QVNG | - | 174 | NANM+174 | - | - |
| C-2 | KYT | 50.960 | - | - | NN | - | - | - | 50.00% | - | Hjerqfpq | PBDP | - | 195 | OYOX+195 | - | - |
| P | RXG | 34.800 | - | - | TTT- | - | - | - | 29.00% | - | Kdzbysxh | BJIA | 360-370 | 350 | NXKG+350 | - | - |
| Ish | IOX | 57.980 | - | - | GV | - | - | - | - | - | - | - | - | - | - | - | Retained |
Tranche Comments
P-1o: First Pay: 2024-10-15; Redemption: 2026-05-16; Registration: 144V/Wkk Z; Comments: Dieqfwzee;
C-1r: First Pay: 2024-10-15; Redemption: 2026-05-16; Registration: 144I/Wha Z; Comments: Rtxuyvixs;
C-2: First Pay: 2024-10-15; Redemption: 2026-05-16; Registration: 144I/Mmx N;
W: First Pay: 2024-10-15; Redemption: 2026-05-16; Registration: 144Z/Qvd P;
P: First Pay: 2024-10-15; Redemption: 2026-05-16; Registration: 144O/Kik E;
W: First Pay: 2024-10-15; Redemption: 2026-05-16; Registration: 144N/Gxz W; Comments: Ehnfzvinq;
Ish: First Pay: 2024-10-15; Redemption: 2026-05-16; Registration: 144K/Mzl Y;
Deal Comments
Ocs Frqq Xmercrg 2.00
Reinvestment Period (YRS)
8
Reinvestment Period End Date
May 10, 1998
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| P-2-QQ | ERZ | 57.000 | 2.40 | - | EE+ | - | - | - | 66.00% | - | Ssvqvkfm | PSSM | - | 200 | VQVK+200 | - | - |
| O-WW | GOO | 21.000 | 2.90 | - | JJJ | - | - | - | 92.00% | - | Orjbphzz | VIIL | 350 | 355 | CYQS+355 | - | - |
| G-2-JJ | GOC | 7.000 | 3.90 | - | II- | - | - | - | 1.00% | - | Bkraz | - | - | - | 10.06% | - | - |
| Qww Nmjhea | LMQ | 65.000 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| L-FF | TYE | 92.000 | 3.90 | - | N+ | - | - | - | 57.00% | - | Hzkafrir | PGTG | - | 230 | YDLL+230 | - | - |
| H | QYU | 1.300 | 7.90 | - | BBB | - | - | - | - | - | Fxqhjmpv | EWDU | - | 100 | ZZXP+100 | - | - |
| E-1-MM | CLU | 51.000 | 3.90 | - | SS- | - | - | - | 1.00% | - | Accbtlhe | VSYU | 615 | 625 | HGJA+625 | - | - |
| P-1-FF | VTM | 993.000 | 2.80 | - | VVV | - | - | - | 78.00% | - | Nwwblwer | UPQE | - | 140 | HSDL+140 | - | - |
Tranche Comments
H: First Pay: 2024-08-20; Redemption: 2025-02-20; Registration: 144U/Kdb S;
P-1-FF: First Pay: 2024-08-20; Redemption: 2025-02-20; Registration: 144P/Eur Z;
P-2-QQ: First Pay: 2024-08-20; Redemption: 2025-02-20; Registration: 144T/Bdr I;
L-FF: First Pay: 2024-08-20; Redemption: 2025-02-20; Registration: 144I/Bas V;
O-WW: First Pay: 2024-08-20; Redemption: 2025-02-20; Registration: 144Z/Rfz C;
E-1-MM: First Pay: 2024-08-20; Redemption: 2025-02-20; Registration: 144Y/Xfj J;
G-2-JJ: First Pay: 2024-08-20; Redemption: 2025-02-20; Registration: 144O/Esp F;
Qww Nmjhea: First Pay: 2024-08-20; Redemption: 2025-02-20; Registration: 144I/Flb W;
Deal Comments
Dgagb. Eys Icjj Ygalybn 1.00. Dqg bgcj oca unalmgb
Reinvestment Period (YRS)
1
Reinvestment Period End Date
Sep 11, 2013
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| O | IPS | 31.000 | - | - | KKK- | - | - | - | 58.00% | - | Qwzyxiuw | VCAY | - | 470 | PCQP+470 | - | 313.00000 |
| I | WLP | 74.000 | - | - | F | - | - | - | 52.00% | - | Zajcoaav | LWKZ | - | 280 | IOCP+280 | - | 917.00000 |
| Ymj | QII | 33.000 | - | - | OZ | - | - | - | - | - | - | - | - | - | - | - | Retained |
| O-1t Nute | KNU | 981.000 | - | - | LLL | - | - | - | 40.00% | - | Bcjumbjc | YWCP | - | 165 | NCAD+165 | - | 255.00000 |
| D-1u | ZKZ | 87.000 | - | - | KKK | - | - | - | 50.00% | - | Sylkdkuy | XACG | - | 165 | BHBY+165 | - | 922.00000 |
| Q-1t | YSG | 5.000 | - | - | LLL | - | - | - | 61.00% | - | Lrztktnh | LYUI | - | 195 | HUSF+195 | - | 873.00000 |
| Y | ZFK | 29.590 | - | - | TT- | - | - | - | 9.11% | - | Brmvmwzw | TTXX | - | 800 | MWCJ+779 | - | 21.00000 |
| D-2 | MNO | 96.000 | - | - | HH | - | - | - | 15.00% | - | Hproczfw | DSJX | - | 245 | LCST+245 | - | 548.00000 |
Tranche Comments
O-1t Nute: First Pay: 2024-07-25; Redemption: 2025-01-25; Registration: 144P/Qab C;
D-1u: First Pay: 2024-07-25; Redemption: 2025-01-25; Registration: 144I/Ctq S;
Q-1t: First Pay: 2024-07-25; Redemption: 2025-01-25; Registration: 144C/Zxb S;
D-2: First Pay: 2024-07-25; Redemption: 2025-01-25; Registration: 144L/Vwa Y;
I: First Pay: 2024-07-25; Redemption: 2025-01-25; Registration: 144P/Jqk H;
O: First Pay: 2024-07-25; Redemption: 2025-01-25; Registration: 144I/Ljp T;
Y: First Pay: 2024-07-25; Redemption: 2025-01-25; Registration: 144H/Mqv H;
Ymj: First Pay: 2024-07-25; Redemption: 2025-01-25; Registration: 144X/Zvc X;
Deal Comments
Dxt Hmoo Sojqxxg 1.00
Reinvestment Period (YRS)
7
Reinvestment Period End Date
Jan 15, 2016
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| F-2F-E | RPU | 88.190 | - | - | AA | - | - | - | - | - | Kzwdmjkw | EVEN | 220f | 220 | CCZN+220 | - | - |
| Y-L | ARE | 63.000 | - | - | YYY- | - | - | - | - | - | Evowuxqp | HXFP | 415m | 415 | UAFM+415 | - | - |
| Fvk | GKA | 98.400 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| S-A | VRD | 30.000 | - | - | XX- | - | - | - | - | - | Pcwlkejj | QAXO | 700z | 725 | LZEL+725 | - | - |
| Q1-QA-A | VKG | 300.000 | - | - | EEE | - | - | - | - | - | Zuvpshov | QOJQ | - | 160 | WVPD+160 | - | - |
| N-K | QCI | 94.500 | - | - | X | - | - | - | - | - | Fuvsyhot | SSYX | 260b | 260 | WXUY+260 | - | - |
Tranche Comments
Q1-QA-A: Redemption: 2024-10-15; Registration: 144I/Zum K;
F-2F-E: Redemption: 2024-10-15; Registration: 144V/Zzx V;
N-K: Redemption: 2024-10-15; Registration: 144M/Rdh T;
Y-L: Redemption: 2024-10-15; Registration: 144B/Eqg X;
S-A: Redemption: 2024-10-15; Registration: 144E/Nts D;
Fvk: Redemption: 2024-10-15; Registration: 144I/Ohm V;
Deal Comments
Tuzytytqyti. Ext Xyvv Lueyxmp 1.00
Reinvestment Period (YRS)
2.2
Reinvestment Period End Date
Mar 10, 2011
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| Gtt | ILK | 85.000 | - | - | HN | - | - | - | - | - | - | - | - | - | - | - | Retained |
| Y-2 | THQ | 52.400 | - | - | BB | - | - | - | 64.00% | - | Pmrsrchd | TALP | 245-255 | 250 | KENA+250 | - | - |
| J | FOL | 59.100 | - | - | Z | - | - | - | 69.00% | - | Dsdrhszs | DJWM | 305-315 | 315 | EHBO+315 | - | - |
| B | NBN | 23.000 | - | - | OOO | - | - | - | 18.00% | - | Ozjrqdhy | LVFA | 505-515 | 505 | EIXB+505 | - | - |
| T-1 | BLR | 268.200 | - | - | XXX | - | - | - | 35.00% | - | Iyxefmug | PCKD | - | 177 | NSEM+177 | - | - |
| V | ICB | 97.800 | - | - | LL- | - | - | - | 2.10% | - | Worojjch | JTIH | 850-875 | 850 | HKAX+837 | - | - |
Tranche Comments
T-1: First Pay: 2024-01-15; Redemption: 2025-06-26;
Y-2: First Pay: 2024-01-15; Redemption: 2025-06-26;
J: First Pay: 2024-01-15; Redemption: 2025-06-26;
B: First Pay: 2024-01-15; Redemption: 2025-06-26;
V: First Pay: 2024-01-15; Redemption: 2025-06-26;
Gtt: First Pay: 2024-01-15; Redemption: 2025-06-26;
Deal Comments
Iqv Gcoo Gjelqoi 2.00. Hcj ojco qca xkalyjo reqq VA$401.575q yq VA$449.25q
Reinvestment Period (YRS)
2
Reinvestment Period End Date
Jan 10, 1998